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feat: add tests for fee collection on auction uncrossing #11643

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feat: add tests for fee collection on auction uncrossing #11643

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63 changes: 63 additions & 0 deletions core/integration/features/volume-rebate/0095-HVMR.feature
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Original file line number Diff line number Diff line change
Expand Up @@ -340,3 +340,66 @@ Feature: Volume rebate program - contributions from trades
| party2 | aux1 | 1 | 50000 | sell | 500 | 500 |



Scenario Outline: Trades on auction uncrossing do not generate maker rebates but do generate buyback and treassury fees

Given the volume rebate program tiers named "vrt":
| fraction | rebate |
| 0.0001 | 0.001 |
And the volume rebate program:
| id | tiers | closing timestamp | window length |
| id | vrt | 0 | 1 |
And the network moves ahead "1" epochs

Given the parties place the following orders:
| party | market id | side | volume | price | resulting trades | type | tif | error |
| party1 | <market> | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | |
| party2 | <market> | sell | 1 | 50000 | 1 | TYPE_LIMIT | TIF_GTC | |
When the network moves ahead "1" blocks
Then the following trades should be executed:
| buyer | seller | size | price | aggressor side | buyer maker fee | seller maker fee |
| party1 | party2 | 1 | 50000 | sell | 0 | 500 |

# In the following epoch, party1 and party2 are both the maker of a
# trade but only party1 recevieves a rebate.
Given the network moves ahead "1" epochs
And the parties place the following orders:
| party | market id | side | volume | price | resulting trades | type | tif | error |
| party1 | <market> | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | |
| party2 | <market> | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | |
| aux1 | <market> | sell | 2 | 50000 | 2 | TYPE_LIMIT | TIF_GTC | |
When the network moves ahead "1" blocks
Then the following trades should be executed:
| buyer | seller | size | price | aggressor side | buyer high volume maker fee | seller high volume maker fee |
| party1 | aux1 | 1 | 50000 | sell | 0 | 50 |
| party2 | aux1 | 1 | 50000 | sell | 0 | 0 |
Then the following transfers should happen:
| from | to | from account | to account | market id | amount | asset | type |
| | party1 | ACCOUNT_TYPE_FEES_MAKER | ACCOUNT_TYPE_GENERAL | <market> | 50 | USD-0-1 | TRANSFER_TYPE_HIGH_MAKER_FEE_REBATE_RECEIVE |

Given the parties place the following orders:
| party | market id | side | volume | price | resulting trades | type | tif | error | reference |
| aux1 | <market> | buy | 1 | 1 | 0 | TYPE_LIMIT | TIF_GTC | | auction-order-aux1 |
| aux2 | <market> | sell | 1 | 1 | 0 | TYPE_LIMIT | TIF_GTC | | auction-order-aux2 |
And the parties cancel the following orders:
| party | reference |
| aux1 | auction-order-aux1 |
| aux2 | auction-order-aux2 |
Then the trading mode should be "TRADING_MODE_MONITORING_AUCTION" for the market <market string>

# Exit the PM auction - no rebate should be collected
Given the parties place the following orders:
| party | market id | side | volume | price | resulting trades | type | tif | error |
| party1 | <market> | buy | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | |
| party2 | <market> | sell | 1 | 50000 | 0 | TYPE_LIMIT | TIF_GTC | |
When the network moves ahead "2" blocks
Then the trading mode should be "TRADING_MODE_CONTINUOUS" for the market <market string>
And the following trades should be executed:
| buyer | seller | size | price | aggressor side | buyer buyback fee | buyer treasury fee | seller buyback fee | seller treasury fee | buyer high volume maker fee | seller high volume maker fee |
| party1 | party2 | 1 | 50000 | | 2500 | 2500 | 2500 | 2500 | 0 | 0 |


Examples:
| market | market string |
| BTC/USD-0-1 | "BTC/USD-0-1" |
| MXN-0-10/USD-0-1 | "MXN-0-10/USD-0-1" |
2 changes: 2 additions & 0 deletions core/integration/steps/the_following_trades_happened.go
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Expand Up @@ -104,6 +104,8 @@ func TheFollowingTradesShouldBeExecuted(
(!hasBuyerTreasuryFee || buyerTreasuryFee.Equal(num.MustDecimalFromString(v.BuyerFee.TreasuryFee))) &&
(!hasBuyerBuyBackFee || buyerBuyBackFee.Equal(num.MustDecimalFromString(v.BuyerFee.BuyBackFee))) &&
(!hasBuyerHighVolumeMakerFee || buyerHighVolumeMakerFee.Equal(num.MustDecimalFromString(v.BuyerFee.HighVolumeMakerFee))) &&
(!hasBuyerBuyBackFee || buyerBuyBackFee.Equal(num.MustDecimalFromString(v.BuyerFee.BuyBackFee))) &&
(!hasBuyerTreasuryFee || buyerTreasuryFee.Equal(num.MustDecimalFromString(v.BuyerFee.TreasuryFee))) &&
(!hasSellerFee || sellerFee == feeToU64(v.SellerFee)) &&
(!hasSellerInfraFee || sellerInfraFee == stringToU64(v.SellerFee.InfrastructureFee)) &&
(!hasSellerMakerFee || sellerMakerFee == stringToU64(v.SellerFee.MakerFee)) &&
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